Recommended reading on time series analysis by M.H. Trauth and colleagues

From July 12-15, 2025, I will be participating in an ICDP workshop on LKD, where I will give a presentation on time series analysis. In the presentation, I will show a QR code with links to literature on the topic that we have written and courses on the topic.

The following list contains literature on time series analysis by Martin H. Trauth (University of Potsdam), Markus L. Fischer (University of Potsdam), Manfred Mudelsee (Climate Risk Analysis and University of Potsdam), and Norbert Marwan (Potsdam Institute for Climate Impact Research and University of Potsdam).

Time series analysis courses

Trauth, M.H., 60th Online Shortcourse on MATLAB & Python Recipes for Earth Sciences, 15–19 September 2025. (Link)

Mudelsee, M., 53rd Online Course in Climate Time Series Analysis, 23–27 June 2025. (Link)

Time series analysis books

Mudelsee M (2014) Climate Time Series Analysis: Classical Statistical and Bootstrap Methods. Second Edition. Springer, Cham, xxxii + 454 pp., https://doi.org/10.1007/978-3-319-04450-7. [Textbook on climate time series analysis]

Mudelsee M (2020) Statistical Analysis of Climate Extremes. Cambridge Univ. Press, Cambridge, xii + 200 pp, https://doi.org/10.1017/9781139519441. [Textbook on the statistical analysis of climate extremes]

Trauth, M.H. (2024) Python Recipes for Earth Sciences – Second Edition. Springer International Publishing, 491 p., https://doi.org/10.1007/978-3-031-56906-7. [Textbook on data analysis with Python including a chapter on time series analysis]

Trauth, M.H. (2025) MATLAB Recipes for Earth Sciences – Sixth Edition. Springer International Publishing, 567 p, https://doi.org/10.1007/978-3-031-57949-3. [Textbook on data analysis with MATLAB including a chapter on time series analysis]

Time series analysis review papers

Trauth, M.H., Marwan, N. (2022) Introduction-Time series analysis for Earth, climate and life interactions. Quaternary Science Reviews, 284, 107475. https://doi.org/10.1016/j.quascirev.2022.107475. [Special volumn on time series analysis]

Marwan, N., Carmenromano, M., Thiel, M., Kurths, J. (2007) Recurrence plots for the analysis of complex systems, 438, 237–329. https://doi.org/10.1016/j.physrep.2006.11.001. [Introduction to recurrence plots]

Marwan, N., Donges, J.F., Donner, R.V., Eroglu, D. (2021) Nonlinear time series analysis of palaeoclimate proxy records. Quaternary Science Reviews, 274, 107245, https://doi.org/10.1016/j.quascirev.2021.107245. [Nonlinear methods of time series analysis]

Trauth, M.H. (2021) Spectral Analysis in Quaternary Sciences. Quaternary Science Reviews, 270, 107157, https://doi.org/10.1016/j.quascirev.2021.107157. [Linear methods of time series analysis]

Time series analysis applications

Duesing, W., Kaboth-Bahr, S., Asrat, A., Cohen, A.S., Foerster, V., Lamb, H.F., Schaebitz, F., Trauth, M.H., Viehberg, F. (2021). Changes in the cyclicity and variability of the eastern African paleoclimate over the last 620 kyrs. Quaternary Science Reviews, 273, 107219, https://doi.org/10.1016/j.quascirev.2021.107219. [Recurrence Plots]

Fischer, M.L., Munz, P.M., Foerster, V., Schaebitz, F., Marwan, N., Schwanghart, W., Kaboth-Bahr, S., Trauth, M.H. (2024) Spatio-temporal variations of climate along possible African-Arabian routes of H. sapiens expansion. Quaternary Science Advances, 14, 100174, https://doi.org/10.1016/j.qsa.2024.100174. [Correlation analysis and recurrence plots]

Mudelsee, M. (2000) Ramp function regression: A tool for quantifying climate transitions. Computers and Geosciences 26, 1–15. https://doi.org/10.1016/S0098-3004(99)00141-7. [Ramp fit of climate transitions]

Trauth, M.H., Asrat, A., Fischer, M.L., Hopcroft, P.O., Foerster, V., Kaboth-Bahr, S., Kindermann, K., Lamb, H.F., Marwan, N., Maslin, M.A., Schaebitz, F., Valdes, P.J. (2024) Early Warning Signals of the Termination of the African Humid Period(s), Nature Communications, 15, 3697, https://doi.org/10.1038/s41467-024-47921-1. [Recurrence plots and recurrence quantification analysis]

Trauth, M.H., Asrat, A., Berner, N., Bibi, F., Foerster, V., Grove, M., Kaboth-Bahr, S., Maslin, M., Mudelsee, M., Schaebitz, F. (2021) Northern Hemisphere Glaciation, African Climate and Human Evolution. Quaternary Science Reviews, 268, 107095, https://doi.org/10.1016/j.quascirev.2021.107095. [Ramp and sigmoid fit of climate transitions]

Trauth, M.H., Asrat, A., Duesing, W., Foerster, V., Kraemer, K.H., Marwan, N., Maslin, M.A., Schaebitz, F. (2019) Classifying past climate change in the Chew Bahir basin, southern Ethiopia, using recurrence quantification analysis. Climate Dynamics, 53(5), 2557-2572, https://doi.org/10.1007/s00382-019-04641-3. [Recurrence plots including synthetic data]

Trauth, M.H., Foerster, V., Junginger, A., Asrat, A., Lamb, H., Schaebitz, F. (2018) Abrupt or Gradual? Change Point Analysis of the Late Pleistocene-Holocene Climate Record from Chew Bahir, Southern Ethiopia. Quaternary Research, 90, 321–330, https://doi.org/10.1017/qua.2018.30. [Change point analysis]

Age–Depth Modeling

Breitenbach, S. F. M., Rehfeld, K., Goswami, B., Baldini, J. U. L., Ridley, H. E., Kennett, D. J., Prufer, K. M., Aquino, V. V., Asmerom, Y., Polyak, V. J., Cheng, H., Kurths, J., and Marwan, N.: COnstructing Proxy Records from Age models (COPRA), Clim. Past, 8, 1765–1779, https://doi.org/10.5194/cp-8-1765-2012, 2012. [Monte Carlo age-depth modeling]

Duesing, W., Berner, N., Deino, A.L., Foerster, V., Kraemer, H., Marwan, N., Trauth, M.H. (2021) Multiband wavelet age modeling (MUBAWA) for a ~293 m (~600 kyr) sediment core from Chew Bahir basin, southern Ethiopian Rift. Frontiers in Earth Science, 9, 594047, https://doi.org/10.3389/feart.2021.594047. [Wavelet based age-depth modeling]

Trauth, M.H., Asrat, A., Fischer, M. L., Foerster, V., Kaboth-Bahr, S., Lamb, H., Marwan, N., Roberts, H. M. & Schaebitz, F. (2024) Combining orbital tuning and direct dating approaches to age-depth model development for Chew Bahir, Ethiopia. Quaternary Science Advances, 15, 100208, https://doi.org/10.1016/j.qsa.2024.100208. [Automated orbital tuning]

Trauth, M.H. (2014) A new probabilistic technique to build an age model for complex stratigraphic sequences. Quaternary Geochronology, 22, 65–71, https://doi.org/10.1016/j.quageo.2014.03.001. [Probabilistic age-depth modeling]